Article: Multifractal analysis of social media use in financial markets.
The journal of the Korean Physical Society
2022 Volume 80, Issue 6, Page(s) 526–532
Abstract: We analyze the nonlinear properties of social media activity(SMA) using the multifractal detrended fluctuation analysis (MF-DFA) method. Social media data related to the stock market are gathered from social media platforms. Using data on over 2000 firms ...
Abstract | We analyze the nonlinear properties of social media activity(SMA) using the multifractal detrended fluctuation analysis (MF-DFA) method. Social media data related to the stock market are gathered from social media platforms. Using data on over 2000 firms in the Korean stock market for 2018-2020, we study social media activity and its differences to evaluate associated nonlinear and statistical properties. We find that the cumulative distribution function of SMA follows a stretched exponential distribution with |
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Language | English |
Publishing date | 2022-02-25 |
Publishing country | Korea (South) |
Document type | Journal Article |
ZDB-ID | 2046361-3 |
ISSN | 1976-8524 ; 0374-4884 |
ISSN (online) | 1976-8524 |
ISSN | 0374-4884 |
DOI | 10.1007/s40042-022-00448-4 |
Database | MEDical Literature Analysis and Retrieval System OnLINE |
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